+35.6%
EWZ vs JHX
+56.2%
-20.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | +6.5% | +1.5% | +5.0% | +6.2% |
| 30D | +4.8% | +7.2% | -2.3% | +3.5% |
| 3M | +9.9% | +29.9% | -20.0% | +4.4% |
| 6M | +1.9% | +35.4% | -33.4% | -5.8% |
| YTD | +20.3% | +46.5% | -26.2% | +12.3% |
| 1Y | +35.6% | +55.5% | -19.9% | +27.0% |
| All | +35.6% | +56.2% | -20.6% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling